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Jensen's inequality for distributions possessing higher moments, with application to sharp bounds for Laplace-Stieltjes transforms
Published online by Cambridge University Press: 17 February 2009
Abstract
A new version of Jensen's inequality is established for probability distributions on the non-negative real numbers which are characterized by moments higher than the first. We deduce some new sharp bounds for Laplace-Stieltjes transforms of such distribution functions.
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- Copyright © Australian Mathematical Society 1998
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